The following data are available relating to the performance of Seminole Fund and the market portfolio: Market Seminole Portfolio 189 148 Average return Standard deviations of returns Beta 301 225 Residual standard deviation 1.4 4.00 1.0 0.08 The risk-free return during the sample period was 6% If you wanted to evaluate the Seminole Fund using the measure what percent of the adjusted portfolio would need to be invested in T-Bills? Multiple Choice 36% SON